I play on my laptop with an HDMI to my tv. All other games on blizzard work just fine with the TV sound. But, warcraft 3 will only come out of my laptop speakers and not my TV
if you are using windows 10, you can go to your windows settings and tell each app what sound card to use. hdmi uses a separate sound card from the speakers. it is called something with either intel, amd or nvidia, based on what your hardware is. it does involve starting the game first and then minimising it.